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V-Lab

Falcon Oil & Gas Ltd. Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 26, 2019 at 06:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Falcon Oil & Gas Ltd. SGARCH
paramt-stat
ω0.68714.11
α0.33832.69
β0.00000.00
γ1212.97521.94
γ2-241.7212-1.28
γ3-146.8429-1.04
γ4328.98572.97
γ5-193.4626-1.68
γ695.06450.76
γ7-279.6437-2.10
Estimation Period:
Apr 1, 2013 to Jun 14, 2019
Impact of return on volatility tomorrow
Volatility Forecasts